Working Papers

From Columbia - Graduate School of Business
U.S.A.; COLUMBIA UNIVERSITY, GRADUATE SCHOOL OF BUSINESS, PAINE WEBBER , New York, NY 10027 U.S.A.
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1995: Do Managed Futures Make Good Investments?

F.R. Edwards and J.M. Park

1995: Mutual Funds and Financial Stability

F.R. Edwards

1995: Derivatives and the Efficient Allocation of Price Risks in a General Equilibrium World

Geoffrey Heal

1995: Evidence on the Role of Cash Flow for Investment

Simon Gilchrist and C.P. Himmelberg

1995: Japanese Government Bond Auctions: The U.S. Experience

Yasushi Hamao and N. Jegadeesh

1995: Tests of Alternative International Asset Pricing Models

M. Vassalou

1995: The Forecasting Ability of Correlations Implied in Foreign Exchange Options

Jose Campa and P.H.K. Chang

1995: Arbitrage-Based Tests of Target Zone Credibility: Evidence from ERM Cross-Rate Options

Jose Campa and P.H.K. Chang

1995: Interpreting Sustainability

Geoffrey Heal

1995: Emission Constraints, Emission Permits, and Marginal Abatement Costs

Geoffrey Heal

1995: The Geometry of Implementation: A Necessary and Sufficient Condition for Straightforward Games

Geoffrey Heal and Graciela Chichilnisky

1995: Wages and Foreign Ownership: A Comparative Study of Mexico, Venezuela, and the United States

B. Aitken, Ann Harrison and Robert Lipsey

1995: Trade, Technology and Wage Inequality

Gordon Hanson and Ann Harrison

1995: Social Choice with Infinite Populations: Construction of a Rule and Impossibility Results

Graciela Chichilnisky and Geoffrey Heal

1995: Social Choice and Resource Allocation: A Topological Perspective

Geoffrey Heal

1995: Markets and Biodiversity

Geoffrey Heal

1995: International Dimensions of Environmental Policy

Geoffrey Heal

1995: Living with the "Enemy": An Analysis of Foreign Investment in the Japanese Equity Market

Yasushi Hamao and Jianping Mei

1995: The Political Economy of Branching Restrictions and Deposit Insurance: A Model of Monopolistic Competition Among Small and Large Banks

Nicholas Economides, Robert Hubbard and D. Palia

1995: Anticipation and the Aggregation of Idiosyncratic Risks

J.B. Donaldson and Jayasri Dutta

1995: Bank Monitoring Mitigates Agency Problems: New Evidence Using the Financial Covenants in Bank Loan Commitments

Donald Morgan

1995: Bank Loan Commitment and the Lending Channel of Monetary Policy

Donald Morgan

1995: Technological Change and the Skill Acquisition of Young Workers

A.P. Bartel and Nachum Sicherman

1995: The Return on Investment from Proportional Portfolio Strategies

S. Browne

1995: Optimal Investment Policies for a Firm with a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin

S. Browne

1995: Value-Relevance of Nonfinancial Information: The Wirless Communications Industry

E. Amir and B. Lev

1995: Portfolio Coice and the Bayesian Criterion

S. Browne and W. Whitt

1994: Spillovers, Foreign Investment and Export Behavior

B. Aitken, Gordon Hanson and Ann Harrison

1994: Why Include Warrants in New Equity Issues? A Theory of Unit IPOs

Thomas Chemmanur and P. Fulghieri

1994: Asset Pricing Implications of Real Market Frictions

Jean-Pierre Danthine and J.B. Donaldson

1994: Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing

David Backus, S. Foresi and Stanley Zin

1994: The Forward Premium Anomaly: Three Examples in Serach of Solution

David Backus, S. Foresi and Chris Telmer

1994: Property Rights and Returns to Scale: Patents, Firms and Market Failure

Graciela Chichilnisky, Geoffrey Heal and Ugo Pagano

1994: Chaotic Price Dynamics and Increasing Returns

Graciela Chichilnisky, Geoffrey Heal and Y. Lin

1994: Price Ubncertainty and Derivative Securities in General Equilibrium

Graciela Chichilnisky, Jayasri Dutta and Geoffrey Heal

1994: Valuing the Very Long Run: Discounting and the Environment

Geoffrey Heal

1994: International Emission Permits: Equity and Efficiency

Graciela Chichilnisky, Geoffrey Heal and D. Starret

1994: Sustainable Development and Social Choice

Graciela Chichilnisky

1994: Option Values and Endogenous Uncertainty in ESOPS, MBOS and Asset-Backed Loans

Graciela Chichilnisky, Geoffrey Heal and Dimitrios Tsomocos

1993: On the Existence and the Topology of Equilibria in Incomplete Asset Markets

Graciela Chichilnisky and Geoffrey Heal

1993: Commodity Funds as an Investment Asset

F. Edwards and William Goetzmann

1993: Who Needs Energy Taxes?

Graciela Chichilnisky

1993: Intersecting Families of Sets and the Topology of Cones in Economics

Graciela Chichilnisky

1993: Global Environment and North-South Trade

Graciela Chichilnisky

1993: North-South Trade and the Dynamics of Renewable Resources

Graciela Chichilnisky

1993: Estimating Security Price derivatives Using Simulation

M. Broadie and P. Glasserman

1993: Localized Competition and the Aggregation of Plant Level Increasing Returns: Blast Furnaces 1929-1935

A.L. Bertin, Timothy Bresnahan and D.M.G. Raff

1993: Business History from the Microeconomic Perspective

N.R. Lamoreaux and D.M.G. Raff

1993: Technological Heterogeneity, Adjustment Costs, and the Dynamics of Plant Shutdown Behavior: The American Motor Vehicule Industry in the Time of the Great Depression

Timothy Bresnahan and D.M.G. Raff

1993: American Capped Call Options on Dividend Paying Assets

M. Broadie and Jerome Detemple

1993: Arbitrage, Equilibrium and the Pareto Frontier in Lp and Sobolev Spaces

Graciela Chichilnisky and Geoffrey Heal

1993: Bounds and Approximations for American Option Values

M. Broadie and Jerome Detemple

1993: Are Limited Liability Contracts Efficient? Theory and Application

Sabitha Nagarajan

1993: Financial Markets in Transition -- or the Decline of Commercial Banking

F.R. Edwards

1993: Financial Markets and Managerial Myopia: Making America More Competitive

F.R. Edwards

1993: Forbearance, Deposit Insurance Pricing, and Incentive Compatible Bank Regulation

Sabitha Nagarajan and C.W. Sealey

1993: Capital Markets, Financial Intermediaries, and the Supply of Liquidity in a Dynamic Economy

P. Fulghieri and Riccardo Rovelli

1993: Expectations-Driven Spatial Fluctuations

Jordi Galí

1993: Non-Walrassian Economies

Jean-Pierre Danthine and J.B. Donaldson

1993: Computing Equilibria of Non-Optimal Economies

Jean-Pierre Danthine and J.B. Donaldson

1993: Attrition and Mutual Fund Performance

William Goetzmann